Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights
The peaks-over-threshold (POT) method has a long tradition in modelling extremes in environmental variables. However, it has originally been introduced under the assumption of independently and identically distributed (iid) data. Since environmental data often exhibits a time series structure, this...
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| Auteurs principaux: | , , , |
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| Format: | article |
| Langue: | EN |
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MDPI AG
2021
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| Accès en ligne: | https://doaj.org/article/42ff30a1664345f2a491018eda4ee6dd |
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